Derivatives by Espen Gaarder Haug
Models on Models
A practitioner-focused exploration of derivatives and option-pricing models that blends history, practical examples, and critical commentary. Through interviews and essays from leading quants and traders, it examines volatility smiles, stochastic volatility, jumps, and model risk, contrasting elegant theory with market realities. It emphasizes common-sense heuristics, robust risk management, and the pitfalls of overreliance on complex mathematics, offering pragmatic insights for traders, risk managers, and students.
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- Published
- 2007
- Nationality
- British
- Length
- Unknown
- Pages
- Unknown
- Original Language
- English
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